+57.7%
CI vs ABCL
-81.2%
+138.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.3% |
| 7D | +1.2% | -3.3% | +4.4% | +1.2% |
| 30D | +2.6% | -7.1% | +9.7% | +2.6% |
| 3M | +7.4% | +4.7% | +2.7% | +7.3% |
| 6M | -0.1% | +140.9% | -141.0% | -1.1% |
| YTD | +9.7% | +236.0% | -226.2% | +8.0% |
| 1Y | +12.1% | +217.4% | -205.3% | +10.4% |
| 3Y | +7.0% | +188.7% | -181.7% | +4.9% |
| 5Y | +49.7% | -23.5% | +73.2% | +46.4% |
| All | +57.7% | -81.2% | +138.9% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling